Plotting "more than 9 assets" and "less than 126 days (daily frequency)" will cause index error

[daviddwlee84]

Plotting more than 10 assets (i.e. passing DataFrame instead of Series) will cause the index out of range error because of not enough predefined colors

Code Tracing

quantstats/quantstats/reports.py

Lines 215 to 226 in fa0a91a

	_plots.returns(
	returns,
	benchmark,
	grayscale=grayscale,
	figsize=(8, 5),
	subtitle=False,
	savefig={"fname": figfile, "format": figfmt},
	show=False,
	ylabel=False,
	cumulative=compounded,
	prepare_returns=False,
	)

quantstats/quantstats/_plotting/wrappers.py

Lines 407 to 424 in fa0a91a

	fig = _core.plot_timeseries(
	returns,
	benchmark,
	title,
	ylabel=ylabel,
	match_volatility=match_volatility,
	log_scale=False,
	resample=resample,
	compound=compound,
	cumulative=cumulative,
	lw=lw,
	figsize=figsize,
	fontname=fontname,
	grayscale=grayscale,
	subtitle=subtitle,
	savefig=savefig,
	show=show,
	)

Main Issue Part

quantstats/quantstats/_plotting/core.py

Lines 330 to 333 in fa0a91a

	elif isinstance(returns, _pd.DataFrame):
	# color_dict = {col: colors[i+1] for i, col in enumerate(returns.columns)}
	for i, col in enumerate(returns.columns):
	ax.plot(returns[col], lw=lw, label=col, alpha=alpha, color=colors[i + 1])

quantstats/quantstats/_plotting/core.py

Lines 58 to 92 in fa0a91a

	_FLATUI_COLORS = [
	"#FEDD78",
	"#348DC1",
	"#BA516B",
	"#4FA487",
	"#9B59B6",
	"#613F66",
	"#84B082",
	"#DC136C",
	"#559CAD",
	"#4A5899",
	]
	_GRAYSCALE_COLORS = [
	"#000000",
	"#222222",
	"#555555",
	"#888888",
	"#AAAAAA",
	"#CCCCCC",
	"#EEEEEE",
	"#333333",
	"#666666",
	"#999999",
	]
	def _get_colors(grayscale):
	colors = _FLATUI_COLORS
	ls = "-"
	alpha = 0.8
	if grayscale:
	colors = _GRAYSCALE_COLORS
	ls = "-"
	alpha = 0.5
	return colors, ls, alpha

Reproducible Code

import pandas as pd
import numpy as np
import quantstats as qs

total_days = 10
returns = pd.DataFrame(np.random.randn(total_days, 11), index=pd.date_range('2024-01-01', periods=total_days, freq='D'))
qs.reports.full(returns) # failed

---

For the too less sample (days) data will cause another index error IndexError: index 0 is out of bounds for axis 0 with size 0

qs.reports.full(returns.iloc[:, :9])

Since we only have 10 days here, the default rolling period 126 which is much larger than it => returns got all NaN

quantstats/quantstats/stats.py

Lines 237 to 243 in fa0a91a

	def rolling_volatility(
	returns, rolling_period=126, periods_per_year=252, prepare_returns=True
	):
	if prepare_returns:
	returns = _utils._prepare_returns(returns, rolling_period)
	return returns.rolling(rolling_period).std() * _np.sqrt(periods_per_year)

All NaN results will be dropped, thus try to set the title based on an empty DataFrame

quantstats/quantstats/_plotting/core.py

Lines 658 to 681 in fa0a91a

	elif isinstance(returns, _pd.DataFrame):
	df = df[returns_label].dropna()
	for i, col in enumerate(returns_label):
	ax.plot(df[col], lw=lw, label=col, color=colors[i + 1])
	# rotate and align the tick labels so they look better
	fig.autofmt_xdate()
	# use a more precise date string for the x axis locations in the toolbar
	# ax.fmt_xdata = _mdates.DateFormatter('%Y-%m-%d')\
	fig.suptitle(
	title, y=0.94, fontweight="bold", fontname=fontname, fontsize=14, color="black"
	)
	if subtitle:
	ax.set_title(
	"%s - %s \n"
	% (
	df.index.date[:1][0].strftime("%e %b '%y"),
	df.index.date[-1:][0].strftime("%e %b '%y"),
	),
	fontsize=12,
	color="gray",
	)

This works fine...

import pandas as pd
import numpy as np
import quantstats as qs

total_days = 126
returns = pd.DataFrame(np.random.randn(total_days, 9), index=pd.date_range('2024-01-01', periods=total_days, freq='D'))
qs.reports.full(returns)